ECBOT 5 Year T-Note Future March 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
116-097 |
116-187 |
0-090 |
0.2% |
118-205 |
| High |
116-245 |
116-250 |
0-005 |
0.0% |
118-240 |
| Low |
116-060 |
116-085 |
0-025 |
0.1% |
116-227 |
| Close |
116-222 |
116-097 |
-0-125 |
-0.3% |
116-272 |
| Range |
0-185 |
0-165 |
-0-020 |
-10.8% |
2-013 |
| ATR |
0-177 |
0-176 |
-0-001 |
-0.5% |
0-000 |
| Volume |
708,514 |
701,896 |
-6,618 |
-0.9% |
3,357,410 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-319 |
117-213 |
116-188 |
|
| R3 |
117-154 |
117-048 |
116-142 |
|
| R2 |
116-309 |
116-309 |
116-127 |
|
| R1 |
116-203 |
116-203 |
116-112 |
116-174 |
| PP |
116-144 |
116-144 |
116-144 |
116-129 |
| S1 |
116-038 |
116-038 |
116-082 |
116-008 |
| S2 |
115-299 |
115-299 |
116-067 |
|
| S3 |
115-134 |
115-193 |
116-052 |
|
| S4 |
114-289 |
115-028 |
116-006 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-179 |
122-078 |
117-311 |
|
| R3 |
121-166 |
120-065 |
117-132 |
|
| R2 |
119-153 |
119-153 |
117-072 |
|
| R1 |
118-052 |
118-052 |
117-012 |
117-256 |
| PP |
117-140 |
117-140 |
117-140 |
117-082 |
| S1 |
116-039 |
116-039 |
116-212 |
115-243 |
| S2 |
115-127 |
115-127 |
116-152 |
|
| S3 |
113-114 |
114-026 |
116-092 |
|
| S4 |
111-101 |
112-013 |
115-233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-160 |
116-060 |
1-100 |
1.1% |
0-187 |
0.5% |
9% |
False |
False |
680,499 |
| 10 |
118-240 |
116-060 |
2-180 |
2.2% |
0-183 |
0.5% |
5% |
False |
False |
655,912 |
| 20 |
118-240 |
116-060 |
2-180 |
2.2% |
0-168 |
0.5% |
5% |
False |
False |
586,008 |
| 40 |
118-240 |
116-060 |
2-180 |
2.2% |
0-172 |
0.5% |
5% |
False |
False |
476,218 |
| 60 |
120-060 |
116-060 |
4-000 |
3.4% |
0-185 |
0.5% |
3% |
False |
False |
443,319 |
| 80 |
121-260 |
116-060 |
5-200 |
4.8% |
0-166 |
0.4% |
2% |
False |
False |
333,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-311 |
|
2.618 |
118-042 |
|
1.618 |
117-197 |
|
1.000 |
117-095 |
|
0.618 |
117-032 |
|
HIGH |
116-250 |
|
0.618 |
116-187 |
|
0.500 |
116-168 |
|
0.382 |
116-148 |
|
LOW |
116-085 |
|
0.618 |
115-303 |
|
1.000 |
115-240 |
|
1.618 |
115-138 |
|
2.618 |
114-293 |
|
4.250 |
114-024 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-168 |
116-182 |
| PP |
116-144 |
116-154 |
| S1 |
116-120 |
116-126 |
|